+71.4%
BAC vs URA
+128.0%
-56.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +1.1% | +1.1% | 0.0% | +0.9% |
| 30D | -0.4% | +7.4% | -7.8% | -1.9% |
| 3M | +16.9% | -8.4% | +25.3% | +18.1% |
| 6M | +26.6% | -12.7% | +39.3% | +28.3% |
| YTD | +15.8% | +7.8% | +8.0% | +11.5% |
| 1Y | +27.2% | +19.5% | +7.7% | +18.5% |
| 3Y | +132.4% | +116.4% | +16.0% | +82.1% |
| All | +71.4% | +128.0% | -56.5% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling